+13.8%
ORCL vs CPAY
+101.0%
-87.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -1.7% |
| 7D | +8.0% | +1.6% | +6.4% | +7.5% |
| 30D | -4.0% | +17.6% | -21.6% | -8.4% |
| 3M | -19.5% | +8.7% | -28.2% | -21.4% |
| 6M | -33.5% | +39.5% | -73.0% | -39.7% |
| YTD | -34.8% | +53.6% | -88.4% | -42.9% |
| 1Y | -41.6% | +63.3% | -104.9% | -49.9% |
| 3Y | +13.8% | +101.7% | -88.0% | -11.3% |
| All | +13.8% | +101.0% | -87.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling